Quantile Regression Python Packages

quantile-forest

Quantile Regression Forests compatible with scikit-learn.

crepes

Python package for conformal prediction

mqboost

[Mach. Learn. 2026] Official implementation of "Monotone Composite Quantile Regression via Second-Order Gradient Boosting Framework"

drforest

Fast distributional random forests with CART, MMD, and sliced-Wasserstein splitting

doubt

Bringing back uncertainty to machine learning.

conformal-tights

👖 Conformal Tights adds conformal prediction of coherent quantiles and intervals to any scikit-learn regressor or Darts forecaster

regressionizer

Python package with a class that allows pipeline-like specification and execution of regression workflows.

kernel-quantile-regression

Kernel quantile regression

insurance-quantile

Actuarial tail risk quantile/expectile regression for insurance pricing - TVaR, large loss loading, ILF curves, CatBoost

pinball-qr

The fastest and most accurate methods for quantile regression, now in Python.

quantile-tree

[Mach. Learn. 2026] Official implementation of "Monotone Composite Quantile Regression via Second-Order Gradient Boosting Framework"

prime-radiant

Calibrated forecasting: CDC FluSight quantile forecaster (LightGBM + baseline replica, WIS-scored, vintage-honest) with a live dashboard; Metaculus LLM thread parked.

mcqgam

Monotone Composite Quantile Generalized Additive Model

wbtc

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.